MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,350 COMMITMENTS 2,918 4,691 1,799 18,052 15,120 22,769 21,610 3,581 4,740 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -4,144) -248 -1,898 -56 -3,763 -1,429 -4,067 -3,383 -77 -761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 17.8 6.8 68.5 57.4 86.4 82.0 13.6 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 14 19 14 29 24 49 51 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 133,709 COMMITMENTS 23,400 52,879 29,592 62,484 29,001 115,476 111,472 18,233 22,237 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -541) -160 -262 582 734 1,887 1,156 2,207 -1,697 -2,748 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 39.5 22.1 46.7 21.7 86.4 83.4 13.6 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 45 82 57 35 31 126 133 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 216,834 COMMITMENTS 58,729 47,770 35,057 102,096 95,515 195,882 178,342 20,952 38,492 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 2,821) 3,220 2,360 -1,280 924 2,873 2,864 3,953 -43 -1,132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 22.0 16.2 47.1 44.0 90.3 82.2 9.7 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 83 72 78 62 131 196 241 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,734 COMMITMENTS 3,164 1,098 497 2,566 4,653 6,227 6,248 1,507 1,486 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -539) -55 5 -260 -44 -262 -359 -517 -180 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 14.2 6.4 33.2 60.2 80.5 80.8 19.5 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 21 11 5 14 23 37 39 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,802 COMMITMENTS 9,960 2,450 4,137 5,450 8,532 19,547 15,119 5,255 9,683 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 659) 907 -976 -91 -201 1,788 615 721 44 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.2 9.9 16.7 22.0 34.4 78.8 61.0 21.2 39.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 38 22 20 26 49 74 84 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 16,969 COMMITMENTS 4,856 1,647 0 11,853 15,137 16,709 16,784 260 185 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 968) 276 -190 0 819 1,402 1,095 1,212 -127 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 9.7 0.0 69.9 89.2 98.5 98.9 1.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 3 0 10 8 16 11 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 80,191 COMMITMENTS 29,971 23,419 544 16,790 41,993 47,305 65,956 32,886 14,235 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -345) -2,464 256 54 326 485 -2,084 795 1,739 -1,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 29.2 0.7 20.9 52.4 59.0 82.2 41.0 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 22 18 5 14 15 37 37 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 33,308 COMMITMENTS 16,476 5,422 20 2,749 20,522 19,245 25,964 14,063 7,344 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 534) -147 -511 -178 227 1,982 -98 1,293 632 -759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.5 16.3 0.1 8.3 61.6 57.8 78.0 42.2 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 11 7 1 4 6 15 14 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 61,934 COMMITMENTS 48,769 9,749 344 7,900 49,121 57,013 59,214 4,921 2,720 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 7,879) 8,413 -1,656 -16 -392 9,911 8,005 8,239 -126 -360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.7 15.7 0.6 12.8 79.3 92.1 95.6 7.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 27 16 1 7 17 34 34 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 87,303 COMMITMENTS 26,280 35,430 209 41,987 34,390 68,476 70,029 18,827 17,274 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -5,215) -4,758 291 91 2,107 -3,775 -2,560 -3,393 -2,655 -1,822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 40.6 0.2 48.1 39.4 78.4 80.2 21.6 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 17 23 3 10 15 29 39 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 89,956 COMMITMENTS 36,668 19,551 41 31,703 54,421 68,412 74,013 21,544 15,943 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 16,480) 13,407 -4,757 -321 -1,315 20,639 11,771 15,561 4,709 919 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 21.7 0.0 35.2 60.5 76.1 82.3 23.9 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 22 17 3 15 14 39 32 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 124,035 COMMITMENTS 49,042 38,730 403 26,172 52,119 75,617 91,252 48,418 32,783 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 9,114) 1,341 8,248 18 -31 558 1,328 8,824 7,786 290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 31.2 0.3 21.1 42.0 61.0 73.6 39.0 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 39 34 8 18 27 59 67 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,694 COMMITMENTS 16,391 1,034 0 3,178 19,513 19,569 20,547 2,125 1,147 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -2,048) -2,288 38 0 292 -2,006 -1,996 -1,968 -52 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.6 4.8 0.0 14.6 89.9 90.2 94.7 9.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 11 4 0 6 11 17 15 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 6,414,640 COMMITMENTS 969,706 205,121 654,554 3900273 4702085 5524533 5561760 890,107 852,880 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 245,784) 85,024 -7,262 95,908 38,840 160,465 219,772 249,111 26,012 -3,327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 3.2 10.2 60.8 73.3 86.1 86.7 13.9 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 64 32 74 118 112 216 192 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 388,840 COMMITMENTS 35,537 44,325 1,830 255,054 294,372 292,421 340,527 96,419 48,313 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -5,197) 616 3,276 -34 4,767 -6,529 5,349 -3,287 -10,546 -1,910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 11.4 0.5 65.6 75.7 75.2 87.6 24.8 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 19 24 6 66 63 89 89 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,411,917 COMMITMENTS 475,003 373,519 18,983 1751825 1737905 2245811 2130407 166,106 281,510 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 81,740) 15,976 67,138 3,776 44,544 28,097 64,296 99,011 17,444 -17,271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 15.5 0.8 72.6 72.1 93.1 88.3 6.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426) 89 104 30 139 154 240 276 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 101,318 COMMITMENTS 11,771 9,469 980 79,164 86,588 91,915 97,037 9,403 4,281 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -131) -2,153 -514 909 1,020 -340 -224 55 93 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 9.3 1.0 78.1 85.5 90.7 95.8 9.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 9 9 1 51 29 61 38 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 15,130 COMMITMENTS 1,483 5,132 0 9,752 6,094 11,235 11,226 3,895 3,904 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 548) -1,229 954 0 1,743 -297 514 657 34 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 33.9 0.0 64.5 40.3 74.3 74.2 25.7 25.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 6 0 12 13 16 19 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 247,976 COMMITMENTS 59,258 55,310 4,939 159,771 170,105 223,968 230,354 24,008 17,622 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 7,091) -20,680 4,269 2,367 25,874 -2,131 7,561 4,505 -470 2,586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 22.3 2.0 64.4 68.6 90.3 92.9 9.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 44 55 14 52 65 104 126 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 86,620 COMMITMENTS 44,542 12,656 310 20,443 64,058 65,295 77,024 21,325 9,596 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -4,796) -1,806 1,298 135 -2,399 -7,036 -4,070 -5,603 -726 807 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.4 14.6 0.4 23.6 74.0 75.4 88.9 24.6 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 19 11 4 9 11 31 23 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 26,249 COMMITMENTS 7,512 6,285 0 7,140 14,213 14,652 20,498 11,597 5,751 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 1,410) -800 883 0 -4,608 -499 -5,408 384 6,818 1,026 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 23.9 0.0 27.2 54.1 55.8 78.1 44.2 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 9 10 0 10 19 19 29 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 34,618 COMMITMENTS 8,416 10,767 846 13,600 18,967 22,862 30,580 11,756 4,038 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 2,641) -385 1,026 247 3,033 172 2,895 1,445 -254 1,196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 31.1 2.4 39.3 54.8 66.0 88.3 34.0 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 13 15 1 17 20 31 35 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 25,947 COMMITMENTS 3,189 6,259 169 19,955 18,051 23,313 24,479 2,634 1,468 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -52) -391 -418 32 457 180 98 -206 -150 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 24.1 0.7 76.9 69.6 89.8 94.3 10.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 8 5 3 13 13 23 19 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,782 COMMITMENTS 4,012 114 0 10,437 15,129 14,449 15,243 1,333 539 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -97) -223 0 0 263 -416 40 -416 -137 319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 0.7 0.0 66.1 95.9 91.6 96.6 8.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 11 1 0 8 4 19 5
Updated July 10, 2009